March 16, 2017 / 12:41 PM / 4 months ago

NSE Wholesale Debt Market Trades-Mar 16

9 Min Read

    Mar 16 (Reuters) - Below is a summary of Thursday's Transactions on the
National Stock Exchange of India's wholesale debt market segment:


TOTAL WDM TRADES                                       Thursday's  So far this week
----------------                                       ---------   ----------------
--Total traded value in mln rupees               :       31,356.0           78,517.9
--Total traded value of repo deals in mln rupees :            ---              ---
--Total number of trades                         :             61              184

GOVERNMENT SECURITIES                                  Thursday's  So far this week
---------------------                                  ---------   ----------------
--Total traded value in mln rupees               :       19,700.0           43,099.4
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             33              90

NON-GOVERNMENT SECURITIES                              Thursday's  So far this week
-------------------------                              ---------   ----------------
--Total traded value in mln rupees               :       11,656.0           35,418.5
--Total traded value of repo deals in mln rupees :            ---             ---
--Total number of trades                         :             28              94

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
India Govt. Dated-Securities
----------------------------
6.05%, 2019A                       3,800.00                  6.50
7.80%, 2020                        1,600.00                  6.76
8.22%, HARY25                      1,500.00                  7.80

TOP SECURITIES TRADED TODAY IN NON REPO TRADES - NON-GOVT. SECURITIES
--------------------------------------------------------------------
Security                        Traded Value       Weighted Yield (%)
                                (mln rupees)       ---Traded value---
                                                         > 1 cr
--------------------------------------------------------------------
Corporate Debentures
--------------------
Corporate Debentures
--------------------
7.5072, LICH 2018                  4,250.00                  7.71

Institutions Non-Slr Bond
-------------------------
7.95%, NBRD 2019                   3,000.00                  7.20
Institutions Non-Slr Bond
-------------------------
Public Sector Unit Taxable Bond
-------------------------------
6.83%, RECL 2020                   1,050.00                  7.38

WHOLESALE DEBT MARKET TRADES CONCLUDED:
REPO TRANSACTIONS
-----------------
INSTRUMENT      NO. OF  TRD.VALUE   HIGH       LOW     LAST TRADED   Value   WEIGHTED
                 TRADES (MLN RS)    -------PRICE (RUPEES)-------   Wt.Avg.Pr.   YIELD
-------------------------------------------------------------------------------------
                           ---------------nil----------------

NON-REPO TRANSACTIONS
---------------------
INSTRUMENT      NO. OF  TRD.VALUE   HIGH       LOW     LAST TRADED   Value   WEIGHTED
                 TRADES (MLN RS)    -------PRICE (RUPEES)-------   Wt.Avg.Pr.   YIELD
-------------------------------------------------------------------------------------

Banks Perpetual Bond
--------------------
11.50%, BOIA         1      1.00   107.1612   107.1612   107.1612   107.1612   9.4000
8.39%,  SBI*         1    200.00    98.6883    98.6883    98.6883    98.6883   8.7200
Total                2    201.00

Corporate Debentures
--------------------
DB
8.15%, HDFC 2018*    1    750.00   100.4914   100.4914   100.4914   100.4914   7.7000
9.65%, HDFC 2019*    1    250.00   103.0727   103.0727   103.0727   103.0727   7.7700
7.5072%, LICH 2018   5   4250.00    99.7466    99.7011    99.7011    99.7358   7.7071
Total                7   5250.00

Corporate Deep Discount Debentures
----------------------------------
CITF 2018 (RESET)    1      2.50   147.3100   147.3100   147.3100   147.3100   0.0000
CITI 2017Q (RESET)   1      2.50   144.6700   144.6700   144.6700   144.6700   0.0000
Total                2      5.00

Central Government Goi Dated Securities
---------------------------------------
6.05%, 2019A         1   3800.00    99.2171    99.2171    99.2171    99.2171   6.4950
6.35%, 2020          1    250.00    99.3600    99.3600    99.3600    99.3600   6.5998
7.80%, 2020          1   1600.00   102.8760   102.8760   102.8760   102.8760   6.7600
8.12%, 2020          1   1000.00   104.2700   104.2700   104.2700   104.2700   6.7997
7.72%, 2025          1    500.00   102.8500   102.8500   102.8500   102.8500   7.2495
8.33%, 2026          1    200.00   106.7951   106.7951   106.7951   106.7951   7.3086
8.28%, 2027          3   1000.00   106.6786   105.8200   105.9200   106.0317   7.0098
8.60%, 2028          2    500.00   108.2315   108.2315   108.2315   108.2315   7.4987
7.88%, 2030          1    250.00   103.8600   103.8600   103.8600   103.8600   6.9589
8.97%, 2030          2    650.00   111.9363   111.9363   111.9363   111.9363   7.5550
8.17%, 2044          1    500.00   105.8000   105.8000   105.8000   105.8000   7.6608
Total               15  10250.00

Institutions Non-Slr Bond
-------------------------
7.95%, NBRD 2019*    3   3000.00   101.2228   101.2228   101.2228   101.2228   7.2000
8.37%, NBRD 2020*    1    150.00   102.7943   102.7943   102.7943   102.7943   7.3500
Total                4   3150.00

Public Sector Unit Taxable Bond
-------------------------------
9.95%, FCI 2022*     1    200.00   110.0113   110.0113   110.0113   110.0113   7.4600
8.18%, NTPC 2020*    1    750.00   102.5936   102.5936   102.5936   102.5936   7.3576
8.10%, NTPC 2021*    1    200.00   101.8527   101.8527   101.8527   101.8527   7.5500
7.37%, NTPC 2031*    1    100.00    95.8026    95.8026    95.8026    95.8026   7.8500
7.56%, PFC 2026*     1    150.00    97.3635    97.3635    97.3635    97.3635   7.9500
7.60%, PFC 2027*     1    100.00    99.0676    99.0676    99.0676    99.0676   7.7297
8.40%, PGC 2026*     4    300.00   103.3624   103.3624   103.3624   103.3624   7.8600
6.83%, RECL 2020*    2   1050.00    98.5429    98.4030    98.4030    98.4696   7.3762
8.82%, RECL 2023*    1    200.00   104.9909   104.9909   104.9909   104.9909   7.6054
Total               13   3050.00

State Government Development Loan
---------------------------------
7.24%, GUJ 2026*     1     50.00    97.7991    97.7991    97.7991    97.7991   7.5600
8.27%, GUJ 2026*     2    300.00   103.1002   103.1002   103.1002   103.1002   7.7750
8.22%, HARY 2025*    1   1500.00   102.5052   102.5052   102.5052   102.5052   7.8000
7.97%, HP 2032*      1    100.00   100.4263   100.4263   100.4263   100.4263   7.8889
7.94%, JHAR 2027*    1    100.00   101.0276   101.0276   101.0276   101.0276   7.7900
8.17%, KER 2025*     1    250.00   102.4123   102.4123   102.4123   102.4123   7.7800
7.80%, KER 2027*     1   1500.00   100.6185   100.6185   100.6185   100.6185   7.7100
7.75%, KRN 2027*     1    750.00   100.1800   100.1800   100.1800   100.1800   7.7229
7.86%, KRN 2027*     2   1250.00   101.1006   101.1006   101.1006   101.1006   7.7000
8.39%, RAJ 2022*     1    500.00   103.3992   103.3992   103.3992   103.3992   7.5600
8.33%, TEL 2025*     1   1500.00   103.1372   103.1372   103.1372   103.1372   7.8000
8.15%, TN 2025*      1    100.00   102.3457   102.3457   102.3457   102.3457   7.7700
8.17%, TN 2025*      1    200.00   102.4756   102.4756   102.4756   102.4756   7.7700
8.27%, TN 2025A*     1    100.00   103.1169   103.1169   103.1169   103.1169   7.7700
7.93%, UTK 2027*     1    250.00   101.0281   101.0281   101.0281   101.0281   7.7800
Total               17   8450.00


Treasury Bill 
------------- 
91-Days (maturing on) 
----------------------
Jun 15, 2017*        1   1000.00    98.5565    98.5565    98.5565    98.5565   5.9400
Total                1   1000.00

(*) Indicates at least one deal in above securities is of Rs. 5 crore or above.
Contact Mumbai Rate Reporting Unit:
+91 22 6180 7222 / 3317 7222 rru.data@thomsonreuters.com

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